-100.0%
UVXY vs UUUU
+465.5%
-565.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.0% | -1.8% | -9.1% |
| 7D | +2.8% | -10.5% | +13.3% | -2.4% |
| 30D | -11.4% | -10.5% | -0.9% | -15.0% |
| 3M | -41.5% | -14.1% | -27.4% | -43.7% |
| 6M | -61.0% | -35.5% | -25.6% | -64.8% |
| YTD | -49.8% | -10.9% | -38.9% | -44.4% |
| 1Y | -66.4% | +3.4% | -69.8% | -57.1% |
| 3Y | -94.8% | +73.1% | -167.9% | -88.5% |
| 5Y | -99.7% | +87.1% | -186.8% | -98.9% |
| All | -100.0% | +465.5% | -565.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UUUU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling